Key Features in this Release:
[Swaps] Added hotkeys- <Ctrl> + N for new row, <Ctrl> + D to delete row, F2 to control dropdowns
Added support for generic 1st gasoline future by entering “XB1”
[USD/EUR]: Added OTR RVS set of columns, also available in USD & EUR Bond
Added auction days in historical graphs for Current Bills & TIPS
Added inflation curves for G7 + AUD
Added support for CADOIS vs SOFR, also available in Custom Basis
Added ability to change order or graphs using “Preferences” – “Graph Order”
When “Show CB12” is selected, CB12 will be shown in OIS/ASW/SOFR graphs as well
Added Forward SOFR Spread Z vs Forward OIS Spread Z to Graph dropdown
Minor Fixes & Enhancements:
Bond Roll:
[USD, EUR, GBP]: “Par Cpn” column will be real time updated after hitting “Calculation” – “Calc Strip”
[GBP]: Added Green Bond filter, also available in GBP Curve Analysis
CCY TIPS: Added “Issue Date” column
USD Agency: Benchmarks will now be highlighted green
Forward Swap Matrix:
Added SOFR-CMT tab to lower matrix
Under “Help” – “Examples”, renamed “G7 Swap” to “G7 Swap & OIS” & added XMRT examples
FWD FWD Matrix: When CCY curve is turned on, CCY will be auto added to top CCY dropdown & to lower CCY table